Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management. - Ornanong Puarattanaarunkorn; Songsak Sriboonchitta (TES, 2014)

Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern. - Ornanong Puarattanaarunkorn; Songsak Sriboonchitta (TES, 2014)

Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas. - Ornanong Puarattanaarunkorn; Songsak Sriboonchitta (TES, 2014)

Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach. - Teera Kiatmanaroch; Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta (IUKM, 2015)

Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore. - Ornanong Puarattanaarunkorn; Teera Kiatmanaroch; Songsak Sriboonchitta (Causal Inference in Econometrics, 2016)